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Related papers: A Censored Bayesian Hierarchical Model For Precipi…

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When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…

Machine Learning · Statistics 2022-05-05 Daniele Gammelli , Kasper Pryds Rolsted , Dario Pacino , Filipe Rodrigues

Deep learning offers promising capabilities for the statistical downscaling of climate and weather forecasts, with generative approaches showing particular success in capturing fine-scale precipitation patterns. However, most existing…

Machine Learning · Computer Science 2025-12-02 Paula Harder , Christian Lessig , Matthew Chantry , Francis Pelletier , David Rolnick

Power law scaling models have been used to understand the complexity of systems as diverse as cities, neurological activity, and rainfall and lightning. In the scaling framework, power laws and standard linear regression methods are widely…

Methodology · Statistics 2024-04-16 Jack Sutton , Golnaz Shahtahmassebi , Quentin S. Hanley , Haroldo V. Ribeiro

Considering the flexibility and applicability of Bayesian modeling, in this work we revise the main characteristics of two hierarchical models in a regression setting. We study the full probabilistic structure of the models along with the…

Methodology · Statistics 2021-10-22 Juan Sosa , Jeimy Aristizabal

In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…

Methodology · Statistics 2021-10-07 Arnab Hazra , Raphaël Huser , Árni V. Jóhannesson

In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…

Methodology · Statistics 2017-08-21 Flávio B Gonçalves , Marcos O. Prates , Victor H. Lachos

Tropical cyclones present a serious threat to many coastal communities around the world. Many numerical weather prediction models provide deterministic forecasts with limited measures of their forecast uncertainty. Standard postprocessing…

Applications · Statistics 2022-11-01 Stephen A. Walsh , Marco A. R. Ferreira , Dave Higdon , Stephanie Zick

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

Climate downscaling is a crucial technique within climate research, serving to project low-resolution (LR) climate data to higher resolutions (HR). Previous research has demonstrated the effectiveness of deep learning for downscaling tasks.…

Machine Learning · Computer Science 2023-12-13 Naufal Shidqi , Chaeyoon Jeong , Sungwon Park , Elke Zeller , Arjun Babu Nellikkattil , Karandeep Singh

Stochastic precipitation generators (SPGs) are a class of statistical models which generate synthetic data that can simulate dry and wet rainfall stretches for long durations. Generated precipitation time series data are used in climate…

Applications · Statistics 2022-12-14 Reetam Majumder , Nagaraj K. Neerchal , Amita Mehta

A new stochastic model for daily precipitation occurrence processes observed at multiple locations is developed. The modeling concept is to use the indicator function and the elliptical shape of multivariate Gaussian distribution to…

Applications · Statistics 2020-09-02 Hsien-Wei Chen

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…

Methodology · Statistics 2017-06-14 Raphaël de Fondeville , Anthony C. Davison

Conditional independence, graphical models and sparsity are key notions for parsimonious statistical models and for understanding the structural relationships in the data. The theory of multivariate and spatial extremes describes the risk…

Statistics Theory · Mathematics 2019-11-14 Sebastian Engelke , Adrien S. Hitz

Focusing on regression based analysis of extremes in a presence of systematically missing covariates, this work presents a data-driven spatio-temporal regression based clustering of threshold excesses. It is shown that in a presence of…

Methodology · Statistics 2021-04-02 Olga Kaiser , Dimitri Igdalov , Olivia Martius , Illia Horenko

Gridded data products, for example interpolated daily measurements of precipitation from weather stations, are commonly used as a convenient substitute for direct observations because these products provide a spatially and temporally…

Robust sensing and perception in adverse weather conditions remain one of the biggest challenges for realizing reliable autonomous vehicle mobility services. Prior work has established that rainfall rate is a useful measure for the…

Signal Processing · Electrical Eng. & Systems 2022-04-26 Robin Karlsson , David Robert Wong , Kazunari Kawabata , Simon Thompson , Naoki Sakai

Multivariate peaks over thresholds modeling based on generalized Pareto distributions has up to now only been used in few and mostly 2-dimensional situations. This paper contributes theoretical understanding, physically based models,…

Probability · Mathematics 2017-05-04 Holger Rootzén , Johan Segers , Jennifer L. Wadsworth

Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable or generalized Pareto processes. These models are suitable when asymptotic dependence is present, i.e., the joint tail…

Methodology · Statistics 2021-05-13 Zhongwei Zhang , Raphaël Huser , Thomas Opitz , Jennifer L. Wadsworth

Panel data arise in a wide range of application areas, and developing modelling methods for extreme values under such a setup is essential for reliable risk assessment and management. When choosing to model the marginal distributions of…

Methodology · Statistics 2025-09-19 Zefan Liu , Natalia Nolde

We propose a new statistical protocol for the estimation of precipitation using lightning data. We first identify rainy events using a scan statistics, then we estimate Rainfall Lighting Ratio (RLR) to convert lightning number into rain…